Weak noise expansions through functional integrals for colored noise

DOI10.1007/BF01058435zbMath0943.82566MaRDI QIDQ1279087

K. Appert

Publication date: 4 September 2000

Published in: Journal of Statistical Physics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equations; colored noise; perturbation expansions; non-Markovian processes

Mathematics Subject Classification ID

60H30: Applications of stochastic analysis (to PDEs, etc.)

60J60: Diffusion processes

81S40: Path integrals in quantum mechanics

82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics

28C20: Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.)

Related Items

Effective potential and weak noise transitions.

Cites Work

• Langevin-like equation with colored noise
• On the Perturbation Expansion for the Fokker-Planck Dynamics
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